Nonlinear Approaches to Periodic Signal Modeling

University dissertation from Uppsala : Acta Universitatis Upsaliensis

Abstract: Periodic signal modeling plays an important role in different fields. The unifying theme of this thesis is using nonlinear techniques to model periodic signals. The suggested techniques utilize the user pre-knowledge about the signal waveform. This gives these techniques an advantage as compared to others that do not consider such priors.The technique of Part I relies on the fact that a sine wave that is passed through a static nonlinear function produces a harmonic spectrum of overtones. Consequently, the estimated signal model can be parameterized as a known periodic function (with unknown frequency) in cascade with an unknown static nonlinearity. The unknown frequency and the parameters of the static nonlinearity are estimated simultaneously using the recursive prediction error method (RPEM). A treatment of the local convergence properties of the RPEM is provided. Also, an adaptive grid point algorithm is introduced to estimate the unknown frequency and the parameters of the static nonlinearity in a number of adaptively estimated grid points. This gives the RPEM more freedom to select the grid points and hence reduces modeling errors.Limit cycle oscillations problem are encountered in many applications. Therefore, mathematical modeling of limit cycles becomes an essential topic that helps to better understand and/or to avoid limit cycle oscillations in different fields. In Part II, a second-order nonlinear ODE is used to model the periodic signal as a limit cycle oscillation. The right hand side of the ODE model is parameterized using a polynomial function in the states, and then discretized to allow for the implementation of different identification algorithms. Hence, it is possible to obtain highly accurate models by only estimating a few parameters.In Part III, different user aspects for the two nonlinear approaches of the thesis are discussed. Finally, topics for future research are presented.

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